๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the testing of correlated effects with panel data

โœ Scribed by Manuel Arellano;

Book ID
107950029
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
597 KB
Volume
59
Category
Article
ISSN
0304-4076

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

On Testing Equality of Means of Correlat
On Testing Equality of Means of Correlated Variates with Incomplete Data
โœ Prof. D. S. Bhoj ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 255 KB ๐Ÿ‘ 3 views

A strrtistic is proposed for testing the hypothesis of equality of the means of a bivariate normal distribution with unknown common variance and correlation coefficient when observations are missing on one of the variates. Expressions for the second and fourth central moments of the statistic are ob

On Testing Equality of Means of Correlat
On Testing Equality of Means of Correlated Variates with Missing Data on One Response
โœ Dr. Dinesh S. Bhoj ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 343 KB ๐Ÿ‘ 3 views

A statistic is proposed for testing the hypothesis of equality of the means of a bivariate normal distribution with unknown common variance and correlation coefficient when observations are miming on one of the variates. The distribution of the statistic is approximated by a normal distribution unde

Panel cointegration tests of the Fisher
Panel cointegration tests of the Fisher effect
โœ Joakim Westerlund ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 287 KB

## Abstract Most empirical evidence suggests that the Fisher effect, stating that inflation and nominal interest rates should cointegrate with a unit slope on inflation, does not hold, a finding at odds with many theoretical models. This paper argues that these results can be attributed in part to